Prof. Dr. Matei Demetrescu
A. M. R. (2022). Testing for Episodic Predictability in Stock Returns. Journal of Econometrics 227 (1), 85-113. DOI . Demetrescu, M. and Hassler, U. (2016). (When) Do Long Autoregressions Account for Neglected [...] Variable and Variable Addition Based Inference in Predictive Regressions. Journal of Econometrics 187 (1), 358-375. DOI . Demetrescu, M. (2007). Optimal Forecast Intervals Under Asymmetric Loss. Journal of …